+302.1%
WMB vs CHRW
+168.2%
+133.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.9% |
| 7D | +0.8% | +1.9% | -1.1% | +0.4% |
| 30D | +7.7% | +0.9% | +6.8% | +7.5% |
| 3M | +6.7% | -19.9% | +26.6% | +11.0% |
| 6M | +3.6% | -15.8% | +19.4% | +6.1% |
| YTD | +28.0% | -5.6% | +33.6% | +26.5% |
| 1Y | +37.6% | +21.0% | +16.6% | +27.1% |
| 3Y | +149.0% | +86.0% | +63.0% | +99.0% |
| 5Y | +285.3% | +88.6% | +196.7% | +198.5% |
| 10Y | +302.1% | +169.3% | +132.8% | +175.3% |
| All | +302.1% | +168.2% | +133.9% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling